Data through close

DRV max pain, gamma exposure (GEX) & options open interest

As of close · rank #3472 by open interest · snapshot page

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DRV's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 2.93, net GEX is 123,646, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
23.50
prev 23.71
Gamma max
23.12
-1.6% from close
Delta neutral
17.38
-26.1% from close
Gamma neutral
2.93
-87.5% from close
Open interest
1,380
+5.2% vs prev
Contracts listed
62
48 calls · 22 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
20.00
-14.9% from close
2026-10-16
GEX flip
2.93
-87.5% from close
Net GEX
123,646
8,959,867 per 100k OI
Call wall
24.00
+2.1% from close
Put wall
21.00
-10.6% from close
Put/call OI
0.12
147 puts / 1,233 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
5.6
within trailing 52-week range
Front / back ATM IV
+54.0% / +47.8%
6.2 pp front premium
Expected move
+10.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
11.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
65 contracts traded
Normalized net delta
0.350
option-holder convention
Modeled dealer delta
-0.267
opposite-side scenario
Vanna / 100k OI
2,391
volatility-sensitive delta
Charm / 100k OI
-219,783
time-decay-sensitive delta
IV surface range
29.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DRV closed 1.6% above its gamma max of 23.12. It is 26.1% above the delta neutral price of 17.38. Total open interest is 1,380, +5.2% versus the previous session. What gamma max means · What delta neutral means

History

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Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← CMP (#3471) MRTN (#3473) →

Questions people ask about DRV

Where is DRV's gamma max today?

As of Oct 2, 2026, the gamma max for DRV is 23.12, -1.6% from the 23.50 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is DRV above or below its delta neutral price?

DRV closed above delta neutral: 23.50 against a delta neutral price of 17.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DRV have?

1,380 contracts of open interest across 62 listed contracts on Oct 2, 2026, +5.2% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.